Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-09 0.332739 0.365008 0.400508 0.442740 0.491978 0.548032 0.617342
2025-11-16 0.291643 0.332426 0.380031 0.440533 0.516619 0.610906 0.739555
2025-11-23 0.270600 0.317768 0.375469 0.452903 0.556828 0.695868 0.904392
2025-11-30 0.250308 0.300616 0.364407 0.453769 0.580258 0.760934 1.056050
2025-12-07 0.232722 0.284539 0.352172 0.450336 0.595718 0.815733 1.204757
2025-12-14 0.217362 0.269672 0.339598 0.444167 0.605212 0.861830 1.350491
2025-12-21 0.203067 0.254913 0.325571 0.433867 0.606232 0.893433 1.478223
2025-12-28 0.196297 0.249803 0.324395 0.442124 0.637164 0.980883 1.745188
2026-01-04 0.191669 0.247212 0.326405 0.455155 0.677488 1.093541 2.115744
2026-01-11 0.182930 0.238086 0.317937 0.450436 0.686022 1.146500 2.367537
2026-01-18 0.177826 0.233865 0.316439 0.456776 0.715160 1.247975 2.807522
2026-01-25 0.167693 0.221633 0.301786 0.439593 0.697698 1.244435 2.929911
2026-02-01 0.157788 0.209473 0.286863 0.421328 0.677161 1.232845 3.033468
2026-02-08 0.152567 0.204097 0.282276 0.420619 0.691220 1.306068 3.493639
2026-02-15 0.150466 0.203306 0.284867 0.432750 0.733067 1.459826 4.434406
2026-02-22 0.146294 0.199081 0.281573 0.433810 0.751674 1.558863 5.267208
2026-03-01 0.141639 0.193866 0.276312 0.430703 0.760658 1.634026 6.095776
2026-03-08 0.136831 0.188191 0.269958 0.424974 0.762914 1.690405 6.919086
2026-03-15 0.131644 0.181704 0.261903 0.415345 0.754899 1.713073 7.562493
2026-03-22 0.129798 0.180472 0.262711 0.423086 0.789359 1.886917 9.958340
2026-03-29 0.128764 0.180486 0.265637 0.435287 0.836995 2.129908 14.361188
2026-04-05 0.125143 0.176119 0.260642 0.430872 0.841494 2.214060 17.302134
2026-04-12 0.123309 0.174614 0.260630 0.436805 0.874384 2.429802 24.962426